Message: PortfolioRiskRequest

File: cqg_api/ptrisk/ptrisk.proto

Description

Request subscription to portfolio risk reports.

Response: PortfolioRiskReport

Supported kinds: KIND_SUBSCRIBE, KIND_DROP

Options

      request_type_id = 254

      request_protocol_version = 1

Fields

scope

Type: RiskReportScope

Description: Scope of requested reports.

what_if_positions

Type: WhatIfPosition

Description: Optional simulated positions.